BbandRsi Strategy Performance Results

Description:

This particular freqtrade strategy uses two indicators; the Relative Strength Index (RSI) and Bollinger Bands (BB). The RSI is used as an indication of when to enter a buy position, while the Bollinger Bands is used to determine when to exit. In particular, the strategy looks for instances when the RSI is below 30 and the closing price is lower than the lower band of the BB, indicating a good entry point to buy. On the opposite end, when the RSI is above 70, it is an indication to sell.

Daily Profit

Pairs

Top cryptocurrency trading pairs

Pair Buys Avg Profit % Cum Profit Tot Profit Abs Tot Profit % Avg Duration Win Draw Loss Win %
ETH/USDT 1 2.39 2.39 0.472689 0.47 5 days, 5:00:00 1 0 0 100.00
LINK/USDT 1 1.76 1.76 0.349124 0.35 15:00:00 1 0 0 100.00
ETC/USDT 1 1.67 1.67 0.328311 0.33 6 days, 13:00:00 1 0 0 100.00
BTC/USDT 2 0.57 1.15 0.231130 0.23 2 days, 23:00:00 1 0 1 50.00
XRP/USDT 1 0.79 0.79 0.151626 0.15 15:00:00 1 0 0 100.00
BNB/USDT 1 0.54 0.54 0.105838 0.11 16:00:00 1 0 0 100.00
ADA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
DOT/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
ALGO/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
LUNA/USDT 0 0.00 0.00 0.000000 0.0 0:00 0 0 0
SOL/USDT 1 -1.13 -1.13 -0.221607 -0.22 16:00:00 0 0 1 0.00
BCH/USDT 1 -1.88 -1.88 -0.371000 -0.37 5 days, 7:00:00 0 0 1 0.00
LTC/USDT 1 -6.63 -6.63 -1.311489 -1.31 5 days, 8:00:00 0 0 1 0.00
TOTAL 10 -0.13 -1.35 -0.265377 -0.27 3 days, 2:06:00 6 0 4 60.00
  • Pair: This is the cryptocurrency trading pair that was used for the backtesting.
  • Buys: This is the total number of buy orders placed during the backtesting.
  • Avg Profit %: This is the average percentage of profit that was made on each buy order.
  • Cum Profit: This is the cumulative profit made over all buy orders.
  • Tot Profit Abs: This is the total absolute profit made over all buy orders.
  • Tot Profit %: This is the total percentage of profit made over all buy orders.
  • Avg Duration: This is the average duration of each buy order.
  • Win: This is the total number of buy orders that resulted in a win.
  • Draw: This is the total number of buy orders that resulted in a draw.
  • Loss: This is the total number of buy orders that resulted in a loss.
  • Win %: This is the percentage of buy orders that resulted in a win.

Sell Reason

Sell Reason Sells Win Draws Loss Avg Profit % Cum Profit % Tot Profit ABS Tot Profit %
5 3 0 2 0.15 0.76 0.14606375999999976 0.15
5 3 0 2 -0.42 -2.11 -0.41144116999999997 -0.42

Summary

A backtesting was performed with a maximum of 5 open trades and an average of 0.83 trades per day. The starting balance was $100 and the final balance was $99.73462259, resulting in an absolute profit of $-0.26537741 and a total profit percentage of -0.0026537741. The average stake amount was $19.644417939999997 and the total trade volume was $196.44417939999997. The best pair was ETH/USDT and the worst pair was LTC/USDT. The maximum balance reached was $101.50024111 and the minimum balance was $99.34964125. The market change during this period was -0.029744092813551205.

Metric Value
Backtesting from 2024-01-01 00:00:00
Backtesting to 2024-01-13 14:00:00
Max open trades 5
Total/Daily Avg Trades 10 / 0.83
Starting balance 100
Final balance 99.73462259
Absolute profit -0.26537741
Total profit % -0.0026537741
Avg. stake amount 19.644417939999997
Total trade volume 196.44417939999997
Best Pair ETH/USDT
Worst Pair LTC/USDT
Max Balance 101.50024111
Min Balance 99.34964125
Market Change -0.029744092813551205

Config

                  
{
    "pairlists": [
      {
        "method": "StaticPairList"
      }
    ],
    "timeframe": "15m",
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "stake_amount": "unlimited",
    "stake_currency": "USDT",
    "amend_last_stake_amount": true,
    "exchange": {
      "pair_whitelist": [
        "BTC/USDT",
        "BCH/USDT",
        "ETH/USDT",
        "LINK/USDT",
        "LTC/USDT",
        "SOL/USDT",
        "BNB/USDT",
        "XRP/USDT",
        "ADA/USDT",
        "DOT/USDT",
        "ETC/USDT",
        "ALGO/USDT",
        "LUNA/USDT"
      ],
      "name": "binance"
    },
    "dry_run_wallet": 100,
    "max_open_trades": 5
  }